AATS-FX
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +12.2% | (109.5%) | (179.2%) | (66.2%) | (50.4%) | (25.7%) | (20.4%) | |||||
| 2010 | (12%) | (15.2%) | (13.2%) | (11.6%) | (10.4%) | (6.7%) | (20.3%) | (5.1%) | (7%) | (6.5%) | (6.1%) | (5.8%) |
| 2011 | (5.5%) | (5.2%) | (4.9%) | - | (9.4%) | (4.3%) | (4.1%) | (4%) | (3.8%) | (3.7%) | (3.5%) | (3.4%) |
| 2012 | (3.3%) | (3.2%) | (3.1%) | (3%) | (2.9%) | (2.8%) | (2.8%) | (2.7%) | (2.6%) | (2.5%) | (2.5%) | (2.4%) |
| 2013 | (2.4%) | (2.3%) | (2.3%) | (2.2%) | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Forex |
|---|---|
| Strategies | Technical analysis, Volatility trading |
| System started | 6/14/2009 (48 months ago) |
| System developer |
Talon Trader 
(Last login to C2: 5/21/13 21:10) C2 Score: 961  Vendor has created 4 other systems. Show |
| Status | This system is no longer supported. |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 7/28/09 9:04 | SELL | 1 | NZD/USD | 0.66070 | 7/28 9:10 |
0.65985 | Low | $8 | |
| 7/28/09 0:10 | SELL | 1 | AUD/USD | 0.82654 | 7/28 7:03 |
0.83151 | Extreme | ($51) | |
| 7/22/09 9:31 | SELL | 1 | USD/JPY | 93.402 | 7/27 10:22 |
95.289 | Extreme | ($200) | |
| 7/22/09 9:23 | SELL | 1 | USD/JPY | 93.402 | 7/22 9:27 |
93.354 | n/a | $4 | |
| 7/22/09 8:25 | SELL | 1 | USD/JPY | 93.318 | 7/22 8:40 |
93.350 | Normal | ($4) | |
| 7/22/09 8:15 | SELL | 1 | USD/JPY | 93.310 | 7/22 8:17 |
93.176 | Low | $13 | |
| 7/21/09 21:42 | SELL | 1 | USD/JPY | 93.456 | 7/22 8:11 |
93.420 | High | $3 | |
| 7/21/09 15:32 | SELL | 1 | USD/JPY | 93.613 | 7/21 19:29 |
93.574 | Normal | $3 | |
| 7/21/09 15:03 | SELL | 1 | USD/JPY | 93.633 | 7/21 15:25 |
93.636 | Low | ($1) | |
| 7/21/09 14:34 | SELL | 1 | USD/JPY | 93.520 | 7/21 14:51 |
93.574 | Low | ($7) | |
| 7/21/09 14:18 | SELL | 1 | USD/JPY | 93.553 | 7/21 14:32 |
93.554 | Low | ($1) | |
| 7/21/09 13:32 | SELL | 1 | USD/JPY | 93.553 | 7/21 13:40 |
93.529 | Low | $2 | |
| 7/21/09 0:05 | SELL | 1 | USD/JPY | 93.892 | 7/21 10:11 |
93.869 | Very | $1 | |
| 7/20/09 18:35 | SELL | 1 | USD/JPY | 93.994 | 7/20 21:49 |
93.930 | High | $6 | |
| 7/20/09 13:17 | SELL | 1 | USD/JPY | 94.184 | 7/20 18:07 |
94.018 | Normal | $17 | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 171 |
| # Profitable | 116 (67.8%) |
| # months tracked | 48 |
| Profitable months | 1 (2.1%) |
| Avg trade duration | 3.4 hours |
| Annual return (compounded) | -17.2% |
| Average win | $9.99 |
| Average loss | $25.86 |
| Profit factor | 0.8:1 |
| Max peak-to-valley drawdown (historical) | 79.24% |
| drawdown period | July 07, 2009 to Oct 09, 2009 |
| Correlation w/ S&P | -0.088 |
| Sharpe ratio | -0.509 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 1.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.17 |
| Average P/L per unit traded |
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